+6.7%
CLX vs COMP
+13.3%
-6.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +2.0% |
| 7D | +13.6% | +7.2% | +6.5% | +12.4% |
| 30D | +29.1% | +6.4% | +22.7% | +27.5% |
| 3M | +1.6% | -19.4% | +21.0% | +3.7% |
| 6M | +18.7% | +14.6% | +4.2% | +16.3% |
| YTD | +11.1% | -5.5% | +16.6% | +3.7% |
| All | +6.7% | +13.3% | -6.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling